+49.6%
SRE vs S
-56.8%
+106.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.6% |
| 7D | -0.3% | -7.7% | +7.4% | -0.1% |
| 30D | -0.7% | -5.3% | +4.6% | -0.6% |
| 3M | -6.3% | +20.3% | -26.6% | -7.1% |
| 6M | -10.7% | +47.4% | -58.0% | -12.3% |
| YTD | -3.5% | +32.5% | -36.0% | -4.9% |
| 1Y | +5.3% | +9.5% | -4.2% | +4.5% |
| 3Y | +31.8% | +15.5% | +16.3% | +29.6% |
| 5Y | +47.4% | -71.2% | +118.6% | +43.8% |
| All | +49.6% | -56.8% | +106.4% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded S wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling